AL-Qadisiyah Journal For Administrative and Economic sciences

Abstract In this paper , we consider the problem of estimating the regression parameters in a multiple linear regression model , when the multicollinearity is present under the assumption of normality , we present two types , empirical Bayes and Bayes . One of them shrinks the least squares (LS) estimator towards the principal component .The second type is a hierarchical Bayesian model . A simulation example is given .